I believe it is because the "All members" button is selected. Are you able to:
1. Select the members individually?
2. Edit the alias on the viz?
No, I am not able to:
1. select the members individually, because this term is selected automatically by Tableau and couldn't been deselected!
2. edit the alias on the viz because dimension values of a cube data source can not by edited...
This article Understanding Functional Differences Between OLAP and Relational Data Source Connections is really worth reading before dealing with cube data source.
As a walk-around, we build a hierarchy in the cube instead of creating calculated members in Tableau.